+225.6%
FANG vs ACI
-39.5%
+265.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.5% | -0.6% |
| 7D | +2.9% | -3.7% | +6.6% | +3.4% |
| 30D | +2.6% | +0.6% | +2.0% | +2.5% |
| 3M | +7.6% | -20.3% | +27.9% | +10.3% |
| 6M | +17.3% | -24.7% | +42.0% | +21.3% |
| YTD | +38.7% | -27.2% | +65.9% | +44.0% |
| 1Y | +51.6% | -32.7% | +84.4% | +59.1% |
| 3Y | +50.0% | -43.9% | +93.9% | +61.6% |
| All | +225.6% | -39.5% | +265.1% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling